ECML vs PHEQ
Comparison between EUCLIDEAN FUNDAMENTAL VALUE ETF (ECML, ETF) and PARAMETRIC HEDGED EQUITY ETF (PHEQ, ETF).
ECML vs PHEQ - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
ECML
$133M
Winner
PHEQ
$133M
Expense Ratio
ECML
0.95%
Winner
PHEQ
0.29%
Max Drawdown
ECML
25.39%
Winner
PHEQ
12.74%
Sharpe Ratio
ECML
1.46
Winner
PHEQ
1.77
5Y Beta
ECML
0.77
Winner
PHEQ
0.53
P/E Ratio
Winner
ECML
13.41
PHEQ
29.02
Forward P/E
Winner
ECML
12.17
PHEQ
21.94
PEG Ratio
ECML
0.31
PHEQ
N/A
5Y EPS CAGR
ECML
19.94%
Winner
PHEQ
25.36%
Debt to Equity
ECML
N/A
PHEQ
56.36%
P/S Ratio
Winner
ECML
1.12
PHEQ
3.37
P/B Ratio
Winner
ECML
2.30
PHEQ
5.40
ECML vs PHEQ - Holdings Comparison
ECML and PHEQ have 6 common holdings. Overlap is 1.14%
ECML's top 25 holdings weight is 51.78%. PHEQ's top 25 holdings weight is 53.61%.
| Rank | ECML | PHEQ |
|---|---|---|
| #1 | PHOTRONICS INC (PLAB) - 3.24% | NVIDIA CORP (NVDA) - 7.31% |
| #2 | MUELLER INDUSTRIES INC (MLI) - 3.02% | APPLE INC (AAPL) - 6.70% |
| #3 | MATSON INC (MATX) - 2.32% | MICROSOFT CORP (MSFT) - 4.74% |
| #4 | FOX CORP CLASS A (FOXA) - 2.27% | AMAZON.COM INC (AMZN) - 3.67% |
| #5 | HUMANA INC (HUM) - 2.24% | ALPHABET INC CLASS A (GOOGL) - 3.15% |
| #6 | BORGWARNER INC (BWA) - 2.21% | ALPHABET INC CLASS C (GOOG) - 2.73% |
| #7 | FREEPORT-MCMORAN INC (FCX) - 2.19% | BROADCOM INC (AVGO) - 2.61% |
| #8 | CROCS INC (CROX) - 2.18% | META PLATFORMS INC CLASS A (META) - 2.20% |
| #9 | ALTRIA GROUP INC (MO) - 2.12% | TESLA INC (TSLA) - 1.78% |
| #10 | CF INDUSTRIES HOLDINGS INC (CF) - 2.11% | EXXON MOBIL CORP (XOM) - 1.70% |
| #11 | PERDOCEO EDUCATION CORP (PRDO) - 2.09% | JPMORGAN CHASE & CO (JPM) - 1.64% |
| #12 | APA CORP (APA) - 2.06% | ELI LILLY AND CO (LLY) - 1.58% |
| #13 | VISTEON CORP (VC) - 2.04% | JOHNSON & JOHNSON (JNJ) - 1.48% |
| #14 | ALLISON TRANSMISSION HOLDINGS INC (ALSN) - 2.01% | BERKSHIRE HATHAWAY INC CLASS B (BRK-B) - 1.36% |
| #15 | FIRST AMERICAN GOVERNMENT OBLIGS X (FGXXX) - 1.92% | WALMART INC (WMT) - 1.27% |
| #16 | BLUE BIRD CORP (BLBD) - 1.91% | VISA INC CLASS A (V) - 1.11% |
| #17 | OSHKOSH CORP (OSK) - 1.89% | COSTCO WHOLESALE CORP (COST) - 1.04% |
| #18 | DELTA AIR LINES INC (DAL) - 1.88% | CISCO SYSTEMS INC (CSCO) - 1.00% |
| #19 | CABOT CORP (CBT) - 1.86% | PUT ON S&P 500 MAR27 (n/a) - 1.00% |
| #20 | ALCOA CORP (AA) - 1.81% | CHEVRON CORP (CVX) - 0.99% |
| #21 | OWENS-CORNING INC (OC) - 1.73% | MASTERCARD INC CLASS A (MA) - 0.94% |
| #22 | DEVON ENERGY CORP (DVN) - 1.69% | PUT ON S&P 500 DEC26 (n/a) - 0.92% |
| #23 | MINERALS TECHNOLOGIES INC (MTX) - 1.67% | ABBVIE INC (ABBV) - 0.91% |
| #24 | ELEVANCE HEALTH INC (ELV) - 1.67% | NETFLIX INC (NFLX) - 0.90% |
| #25 | MOLINA HEALTHCARE INC (MOH) - 1.65% | MERCK & CO INC (MRK) - 0.88% |
| Total Holdings | 63 | 212 |
ECML vs PHEQ - Historical Returns
Returns include dividend reinvestment.
1M
ECML
-0.17%
Winner
PHEQ
+0.94%
3M
ECML
+5.40%
Winner
PHEQ
+5.42%
6M
Winner
ECML
+14.07%
PHEQ
+5.59%
1Y
Winner
ECML
+27.06%
PHEQ
+15.83%
Max(CAGR)
Winner
ECML
+15.43%
PHEQ
+15.08%
ECML vs PHEQ - Annual Returns (2023 - 2026)
Returns include dividend reinvestment.
| Year | ECML | PHEQ |
|---|---|---|
| 2026 | +12.47% | +4.67% |
| 2025 | +6.68% | +11.81% |
| 2024 | +2.58% | +15.16% |
| 2023 | +24.34% | +7.19% |
ECML vs PHEQ Drawdown Comparison
The maximum drawdown for ECML was -24.66%, occurring on Apr 8, 2025. Recovery took 283 trading sessions.
The maximum drawdown for PHEQ was -12.55%, occurring on Apr 8, 2025. Recovery took 88 trading sessions.
The current ECML drawdown is -1.22%. The current PHEQ drawdown is -0.82%.
| Rank | ECML | PHEQ |
|---|---|---|
| #1 | -24.66% Nov 25, 2024 - Jan 14, 2026 | -12.55% Feb 19, 2025 - Jun 26, 2025 |
| #2 | -11.12% Aug 1, 2023 - Dec 13, 2023 | -4.26% Jan 12, 2026 - Apr 13, 2026 |
| #3 | -9.94% Mar 28, 2024 - Jul 26, 2024 | -4.11% Jul 10, 2024 - Aug 19, 2024 |
| #4 | -8.95% Jul 31, 2024 - Nov 6, 2024 | -2.60% Oct 19, 2023 - Nov 2, 2023 |
| #5 | -7.01% Feb 18, 2026 - Apr 9, 2026 | -2.14% Nov 11, 2025 - Nov 28, 2025 |
| #6 | -5.07% Dec 27, 2023 - Feb 12, 2024 | -1.74% Mar 28, 2024 - May 6, 2024 |
| #7 | -4.28% May 18, 2023 - Jun 2, 2023 | -1.70% Aug 29, 2024 - Sep 12, 2024 |
| #8 | -3.29% Jul 3, 2023 - Jul 11, 2023 | -1.70% Dec 26, 2024 - Jan 17, 2025 |
| #9 | -3.17% Feb 12, 2024 - Feb 27, 2024 | -1.41% Oct 8, 2025 - Oct 20, 2025 |
| #10 | -2.80% Nov 11, 2024 - Nov 22, 2024 | -1.37% Dec 6, 2024 - Dec 24, 2024 |
| #11 | -2.79% May 6, 2026 - May 27, 2026 | -1.30% Jul 28, 2025 - Aug 12, 2025 |
| #12 | -2.10% May 27, 2026 - Jun 4, 2026 | -1.02% Nov 11, 2024 - Nov 22, 2024 |
| #13 | -1.94% Jan 15, 2026 - Jan 21, 2026 | -0.95% Oct 29, 2024 - Nov 6, 2024 |
| #14 | -1.62% Jun 13, 2023 - Jun 27, 2023 | -0.92% Dec 28, 2023 - Jan 9, 2024 |
| #15 | -1.62% Jan 21, 2026 - Feb 4, 2026 | -0.85% Oct 28, 2025 - Nov 11, 2025 |
Correlation
Correlation between ECML and PHEQ is 0.74 which considered as a strong positive correlation - the stocks tend to move together.
0.74
-101
Dividend Comparison (2023 - 2026)
ECML vs PHEQ dividend yield comparison.
| Year | ECML | PHEQ |
|---|---|---|
| 2026 | 0.00% | 0.08% |
| 2025 | 1.38% | 1.19% |
| 2024 | 0.98% | 1.39% |
| 2023 | 0.77% | 1.73% |
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